Suppose that the price of the asset at the close of trading today is S30.50. How will

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Suppose that the price of the asset at the close of trading today is S30.50. How will this cause the volatility to be updated by the EWMA model?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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Suppose that the price of the asset at the close of trading today is S30.50. How will this cause the volatility to be updated by the EWMA model?
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Suppose that the price of the asset at the close of trading today is S30.50. How will

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Options Futures And Other Derivatives

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